Hypothetical capital of CCP

Reference date:

March 31, 2020

 

 

 

 

 

 

 

 

Currency

RUB

 

 

 

Units

1 000 000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

FX and precious metals market

Securities market

Derivatives market

Standardised OTC derivatives market

Hypothetical capital (KCCP)

114.08

1 432.91

8.37

32.61

C-factor

2.09%

19.64%

0.34%

2.19%

DFCM

2 970.00

2 295.00

970.00

490.00

DFCCP

2 500.00

5 000.00 *

1 500.00

1 000.00

*including additional dedicated CCP capital in amount of 3 billion RUB